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Every serious player places stones with index finger and middle finger indeed. However many players (including pro's) pick them from the bowl with thumb and index finger and change grip fingers in mid air. To do this, you reach with your middle finger to the far edge of the stone
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Kris Van BaelNov 9 '11 at 7:24

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When I play go, stones are placed by the index finger applied to the left mouse button.
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JoshuaNov 10 '11 at 5:24

3 Answers
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On the one hand (ha, ha), because the game was popularized by Japan, and Japanese culture insists on a proper form (kata) for everything, that is proper form, and that is how you do it. I doubt that this way of holding the stones originated in Japan though.

On the other hand, have you tried placing a stone in the middle of a heated battle with your thumb and index finger? The grip of index/middle finger allows you to release smoothly the bottom finger and press down with the top finger, which gives you better precision and less of a chance to mess up the board position.

Oh, and when you get used to it, you can also make a nice CLACK stone on the board.

It increases precision of your aim while having an elegant look: When you are holding a stone with your thumb and index finger, the stone is held perpendicular to the board (i.e. the outer rim of the stone is pointing down towards the board), so you need to rotate it by 90 degrees as you place it down on the board, and in doing so it is more likely for your hand to touch other stones in neighbouring areas. Instead, if you are holding it with index finger and middle finger, the stone is parallel to the board, and you can place it down without disturbing other stones.

Also, your hand obstructs the board less for both you and your opponent.

Excellent sound on a good board, and lowered probability to disturb neighboring stones are the most important reasons. Try picking up a prisoner, totally surrounded, using your thumb and index finger without touching any other stones and you'll see why ...
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maguNov 10 '11 at 14:40